CDMA 04 / 03 Monetary Policy Rules , Asset Prices and Exchange Rates *

  title={CDMA 04 / 03 Monetary Policy Rules , Asset Prices and Exchange Rates *},
  author={Jagjit S. Chadha and Lucio Sarno and G. Valente},
* This paper was partly written while Lucio Sarno was a Visiting Scholar at the International Monetary Fund and at the Central Bank of Norway. It is forthcoming in IMF Staff Papers and also benefited from ESRC Grant No. L138251044. The authors are indebted for their constructive comments to Tam Bayoumi, Alina Carare, John Driffill, Oyvind Eitrheim, Bob Flood, Charles Goodhart, Marcus Miller, Charles Nolan, Silvia Sgherri, Peter Smith, Mark Taylor, Dan Thornton and other participants to the 2002… CONTINUE READING


Publications referenced by this paper.
Showing 1-10 of 46 references

Inflation Dynamics: A Structural Econometric Analysis,

  • J. Gali, M. Gertler
  • Journal of Monetary Economics,
  • 1999
Highly Influential
21 Excerpts

Large Sample Properties of Generalized Method of Moments Estimators,

  • L. P. Hansen
  • 1982
Highly Influential
4 Excerpts

The Role of the Exchange Rate in Monetary-Policy Rules,

  • J. B. Taylor
  • American Economic Review,
  • 2001
Highly Influential
7 Excerpts

Irrational Exuberance, Princeton, NJ

  • R. J. Shiller
  • 2000
Highly Influential
3 Excerpts

Inflation Targeting Regimes,

  • A. Carare, M. R. Stone
  • International Monetary Fund,
  • 2003
1 Excerpt

The U.S. Dollar Real Exchange Rate and Trade Balance: What Accounts for the 1990s?

  • B. Hunt, A. Rebucci
  • Research Department,
  • 2003
1 Excerpt